When am I in check?

In chess, the most valuable piece in the King, if it is threatened you must get it somewhere safe (not attacked by any enemy piece). If you have no way of getting it out of danger, then it is checkmate and you lost the game. Here are a few examples of the King being in check.

The King is threatened by the Rook here, he is in check.

There are 3 possible ways to get out of check:

Take the piece that is giving the check. In this position, the Knight can simply take the Queen that is giving the check.

You can move your King to get out of the check. In this position, white must move his King to get out of the check from the knight

You can interpose a piece. Here White can block the check by putting his bishop between the Rook and the King.